There was a section somewhere in the 2001 rules that had ideas for monsters like this. Basically, I just use generic minifig stats, while giving them abnormal strength and/or senses (i.e. a higher perception that gives them a +1 to detecting hidden units), as well as a special quality based on what kind of monster they are (i.e. vampires can suck blood from the target, which can either A) restore HP if they have them, B) turn the target into a second vampire or, C) improve one of their abilities slightly).

6. Conversion - this is just an alternate version of Poison that ends in turning into a copy of the monster rather than death. For werewolves, zombies, vampires, Dimmies, etc. (Same as BW2001; planned for the Species section of Ch. 10.)7. Thralls - sacrifice a follower (usually a lady follower) for an immediate-use Benny. For vampires, secret agents, lichs, priests, cult leaders, rock stars. (Ch. 11)8. "Vampire" Heroic Feats - obviously9. Revival - roll every turn to come back to life, unless properly staked (Ch. 10)10. SuperNatural Powers - (Ch. 10)11. Transformation - Vampires are always transforming into bats or wolves or clouds or something, but I have no plans for rules on this specifically. Maybe it can be covered by Vampire Feats.

I have used some werewolves in battle before. They usually get 7" move and a use 2, cc, dmg 2d6 bite attack (may be overpowered, I know). Armor is pretty high too.

You could also have the freaking unstoppable werewolf who is basically unkillable, and the scenario is for someone to survive long enough for the sun to come up and the werewolf to become a pitiful human again

This should be in the Rulebook somewhere:

"Any problem on earth can be solved with the careful application of high explosives"
-Valkyrie (the movie)